CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 1.3697 1.3685 -0.0012 -0.1% 1.3754
High 1.3721 1.3687 -0.0034 -0.2% 1.3771
Low 1.3633 1.3645 0.0012 0.1% 1.3648
Close 1.3678 1.3650 -0.0028 -0.2% 1.3698
Range 0.0088 0.0042 -0.0046 -52.3% 0.0123
ATR 0.0059 0.0058 -0.0001 -2.1% 0.0000
Volume 963 2,942 1,979 205.5% 11,365
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 1.3787 1.3760 1.3673
R3 1.3745 1.3718 1.3662
R2 1.3703 1.3703 1.3658
R1 1.3676 1.3676 1.3654 1.3669
PP 1.3661 1.3661 1.3661 1.3657
S1 1.3634 1.3634 1.3646 1.3627
S2 1.3619 1.3619 1.3642
S3 1.3577 1.3592 1.3638
S4 1.3535 1.3550 1.3627
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.4075 1.4009 1.3766
R3 1.3952 1.3886 1.3732
R2 1.3829 1.3829 1.3721
R1 1.3763 1.3763 1.3709 1.3735
PP 1.3706 1.3706 1.3706 1.3691
S1 1.3640 1.3640 1.3687 1.3612
S2 1.3583 1.3583 1.3675
S3 1.3460 1.3517 1.3664
S4 1.3337 1.3394 1.3630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3734 1.3633 0.0101 0.7% 0.0049 0.4% 17% False False 1,620
10 1.3840 1.3633 0.0207 1.5% 0.0056 0.4% 8% False False 1,875
20 1.3986 1.3633 0.0353 2.6% 0.0058 0.4% 5% False False 1,405
40 1.3986 1.3633 0.0353 2.6% 0.0057 0.4% 5% False False 915
60 1.3986 1.3633 0.0353 2.6% 0.0060 0.4% 5% False False 697
80 1.3986 1.3488 0.0498 3.6% 0.0055 0.4% 33% False False 538
100 1.3986 1.3488 0.0498 3.6% 0.0050 0.4% 33% False False 477
120 1.3986 1.3488 0.0498 3.6% 0.0047 0.3% 33% False False 399
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3866
2.618 1.3797
1.618 1.3755
1.000 1.3729
0.618 1.3713
HIGH 1.3687
0.618 1.3671
0.500 1.3666
0.382 1.3661
LOW 1.3645
0.618 1.3619
1.000 1.3603
1.618 1.3577
2.618 1.3535
4.250 1.3467
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 1.3666 1.3677
PP 1.3661 1.3668
S1 1.3655 1.3659

These figures are updated between 7pm and 10pm EST after a trading day.

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